+408.4%
ESE vs VT
+217.6%
+190.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -4.9% | -0.1% | -4.7% | -4.7% |
| 30D | -7.5% | -3.1% | -4.5% | -4.3% |
| 3M | -20.7% | -3.5% | -17.2% | -17.5% |
| 6M | -21.3% | +0.5% | -21.8% | -21.7% |
| YTD | +22.2% | +10.8% | +11.4% | +9.4% |
| 1Y | +7.9% | +11.9% | -4.0% | -4.4% |
| 3Y | +138.2% | +73.0% | +65.2% | +31.9% |
| 5Y | +168.9% | +58.6% | +110.3% | +63.1% |
| 10Y | +408.4% | +219.2% | +189.2% | +41.0% |
| All | +408.4% | +217.6% | +190.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling